Arbeitspapier
Choosing the optimal bandwidth in case of correlated data
In case of estimating growth curves nonparametrically onc faces the fact that the data driven bandwidth selectors published in standard textbooks mostly choose bandwidths much too low. This is due to the positive autocorrelation observed in growth data. This paper introduces an easy way to incorporate this effect in the known concept of penalizing functions.
- Language
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Englisch
- Bibliographic citation
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Series: Discussion Papers in Statistics and Econometrics ; No. 8/95
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Brachmann, Klaus
- Event
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Veröffentlichung
- (who)
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University of Cologne, Seminar of Economic and Social Statistics
- (where)
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Cologne
- (when)
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1995
- Handle
- Last update
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10.03.2025, 11:46 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Brachmann, Klaus
- University of Cologne, Seminar of Economic and Social Statistics
Time of origin
- 1995
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